Basic Stats
| Portfolio Value | $ 147,545,676 |
| Current Positions | 657 |
Latest Holdings, Performance, AUM (from 13F, 13D)
FARYX - Fulcrum Diversified Absolute Return Fund Super Institutional Class has disclosed 657 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 147,545,676 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). FARYX - Fulcrum Diversified Absolute Return Fund Super Institutional Class’s top holdings are United States Treasury Bill (US:US912796YN33) , United States Treasury Bill (US:US912796Z699) , United States Treasury Bill (US:US912796YL76) , United States Treasury Bill (US:US912796XR55) , and United States Treasury Bill (US:US912796W472) . FARYX - Fulcrum Diversified Absolute Return Fund Super Institutional Class’s new positions include United States Treasury Bill (US:US912796YN33) , United States Treasury Bill (US:US912796Z699) , United States Treasury Bill (US:US912796YL76) , United States Treasury Bill (US:US912796XR55) , and United States Treasury Bill (US:US912796W472) .
Top Increases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 10.39 | 4.0497 | 4.0497 | ||
| 10.12 | 3.9449 | 3.9449 | ||
| 10.12 | 3.9442 | 3.9442 | ||
| 9.83 | 3.8332 | 3.8332 | ||
| 9.64 | 3.7570 | 3.7570 | ||
| 9.60 | 3.7435 | 3.7435 | ||
| 8.69 | 3.3866 | 3.3866 | ||
| 8.07 | 3.1483 | 3.1483 | ||
| 7.58 | 2.9571 | 2.9571 | ||
| 9.65 | 3.7634 | 0.9147 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 9.66 | 3.7672 | -2.1197 | ||
| 9.43 | 3.6759 | -2.0650 | ||
| 8.28 | 3.2283 | -1.8149 | ||
| -0.80 | -0.3123 | -0.3176 | ||
| 0.04 | 0.24 | 0.0921 | -0.1640 | |
| -0.25 | -0.0956 | -0.1009 | ||
| 0.04 | 0.23 | 0.0910 | -0.0974 | |
| -0.24 | -0.0952 | -0.0952 | ||
| -0.22 | -0.0869 | -0.0923 | ||
| -0.23 | -0.0906 | -0.0906 |
13F and Fund Filings
This form was filed on 2023-03-01 for the reporting period 2022-12-31. Click the link icon to see the full transaction history.
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2022-07-28: Important Note - We have changed the treatment of the Δ Portfolio % column in this table. Previously, we were reporting it as the percent change in the portfolio allocation. We are now reporting it as the raw change in the portfolio allocation (still reported as a percent). In formula terms, we were previously reporting it as 100 * (current allocation - prior allocation ) / prior allocation. We are now reporting it as (current allocation - prior allocation).
| Security | Type | Avg Share Price | Shares (MM) |
ΔShares (%) |
ΔShares (%) |
Value ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US912796YN33 / United States Treasury Bill | 10.39 | 4.0497 | 4.0497 | ||||||
| US912796Z699 / United States Treasury Bill | 10.12 | 3.9449 | 3.9449 | ||||||
| US912796YL76 / United States Treasury Bill | 10.12 | 3.9442 | 3.9442 | ||||||
| US912796XR55 / United States Treasury Bill | 10.09 | 66.96 | 3.9347 | 0.2216 | |||||
| US912796W472 / United States Treasury Bill | 9.83 | 3.8332 | 3.8332 | ||||||
| US912796T338 / United States Treasury Bill | 9.66 | 0.81 | 3.7672 | -2.1197 | |||||
| US912796YA12 / United States Treasury Bill | 9.65 | 108.13 | 3.7634 | 0.9147 | |||||
| US912796Y783 / U.S. Treasury Bills | 9.64 | 3.7570 | 3.7570 | ||||||
| US912796YM59 / United States Treasury Bill | 9.60 | 3.7435 | 3.7435 | ||||||
| US912796YK93 / United States Treasury Bill | 9.43 | 0.88 | 3.6759 | -2.0650 | |||||
| US912796V482 / United States Treasury Bill | 8.69 | 3.3866 | 3.3866 | ||||||
| US912796S348 / TREASURY BILL 0.000000% 01/26/2023 | 8.28 | 0.84 | 3.2283 | -1.8149 | |||||
| US912796XT12 / U.S. Treasury Bills | 8.07 | 3.1483 | 3.1483 | ||||||
| US912796YW32 / United States Treasury Bill | 7.58 | 2.9571 | 2.9571 | ||||||
| DE000C6YTCK8 / EURO-BTP FUTURE MAR23 XEUR 20230308 | 0.65 | 0.2540 | 0.2540 | ||||||
| EURUSD GBPUSD CORRELATION P100 02 JUN 2023 / DCR (N/A) | 0.52 | 5,110.00 | 0.2034 | 0.1981 | |||||
| UKX 12/15/23 C8000 / DE (GB00H3PJC337) | 0.52 | 102.34 | 0.2021 | 0.0447 | |||||
| GB00K708D592 / LONG GILT FUTURE Mar23 | 0.51 | 0.1992 | 0.1992 | ||||||
| JPN 10Y BOND(OSE) Mar23 / DIR (N/A) | 0.44 | 4,250.00 | 0.1696 | 0.1643 | |||||
| V / Visa Inc. | 0.00 | 131.87 | 0.43 | 171.52 | 0.1674 | 0.0701 | |||
| CRUDE OIL OPT IPE Dec23C 100 / DCO (GB00JPCSF368) | 0.36 | 0.1408 | 0.1408 | ||||||
| BRK.B / Berkshire Hathaway Inc. | 0.00 | 0.31 | 0.1224 | 0.1224 | |||||
| EURBRL USDBRL CORRELATION P100 27 FEB 2023 / DCR (N/A) | 0.30 | 2,900.00 | 0.1172 | 0.1118 | |||||
| IRS PAY FIXED 3.489% 01/14/2024 / DIR (N/A) | 0.30 | 2,860.00 | 0.1155 | 0.1102 | |||||
| PEP / PepsiCo, Inc. | 0.00 | 0.29 | 0.1117 | 0.1117 | |||||
| ADBE / Adobe Inc. | 0.00 | 264.81 | 0.29 | 346.88 | 0.1115 | 0.0721 | |||
| BP CURRENCY FUT Mar23 / DFE (N/A) | 0.26 | 2,540.00 | 0.1029 | 0.0976 | |||||
| UNH / UnitedHealth Group Incorporated | 0.00 | 77.82 | 0.24 | 87.60 | 0.0945 | 0.0147 | |||
| GLEN / Glencore plc | 0.04 | -54.71 | 0.24 | -43.27 | 0.0921 | -0.1640 | |||
| BP / BP p.l.c. - Depositary Receipt (Common Stock) | 0.04 | -35.90 | 0.23 | -23.86 | 0.0910 | -0.0974 | |||
| EURBRL USDBRL CORRELATION P100 10 APRIL 2023 / DCR (N/A) | 0.23 | 2,220.00 | 0.0907 | 0.0854 | |||||
| INTU / Intuit Inc. | 0.00 | 394.17 | 0.23 | 400.00 | 0.0900 | 0.0614 | |||
| RWNFF / RWE Aktiengesellschaft | 0.00 | -17.80 | 0.22 | -1.37 | 0.0845 | -0.0502 | |||
| EURCGBPP DIGI 0.92 16/03/2023 / DFE (N/A) | 0.22 | 2,060.00 | 0.0844 | 0.0791 | |||||
| USDBRL CADBRL CORRELATION P100 15 JUN 2023 / DCR (N/A) | 0.21 | 1,970.00 | 0.0807 | 0.0754 | |||||
| JNJ / Johnson & Johnson | 0.00 | 27.26 | 0.21 | 38.26 | 0.0804 | -0.0116 | |||
| NOW / ServiceNow, Inc. | 0.00 | 237.41 | 0.19 | 249.09 | 0.0751 | 0.0410 | |||
| JPM / JPMorgan Chase & Co. | 0.00 | 102.49 | 0.19 | 160.56 | 0.0722 | 0.0284 | |||
| MC / LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 0.00 | 107.76 | 0.18 | 153.62 | 0.0684 | 0.0258 | |||
| ADP / Automatic Data Processing, Inc. | 0.00 | 165.94 | 0.18 | 182.26 | 0.0684 | 0.0300 | |||
| DPW / Deutsche Post AG | 0.00 | 939.29 | 0.16 | 1,266.67 | 0.0641 | 0.0562 | |||
| IFNNF / Infineon Technologies AG | 0.01 | -43.66 | 0.16 | -23.11 | 0.0637 | -0.0666 | |||
| APH / Amphenol Corporation | 0.00 | 0.16 | 0.0636 | 0.0636 | |||||
| MA / Mastercard Incorporated | 0.00 | 8.25 | 0.16 | 32.50 | 0.0622 | -0.0118 | |||
| VZ / Verizon Communications Inc. | 0.00 | 50.19 | 0.16 | 56.44 | 0.0619 | -0.0007 | |||
| HXG / Hexagon AB (publ) | 0.01 | 0.16 | 0.0611 | 0.0611 | |||||
| GB00H1JWRX98 / BRENT CRUDE FUTR DEC23 IFEU 20231031 | 0.15 | -117.43 | 0.0596 | 0.5954 | |||||
| DVN / Devon Energy Corporation | 0.00 | 0.15 | 0.0588 | 0.0588 | |||||
| CHD / Church & Dwight Co., Inc. | 0.00 | 432.35 | 0.15 | 504.17 | 0.0569 | 0.0420 | |||
| BKNG / Booking Holdings Inc. | 0.00 | 188.00 | 0.15 | 253.66 | 0.0566 | 0.0313 | |||
| PANW / Palo Alto Networks, Inc. | 0.00 | 0.14 | 0.0552 | 0.0552 | |||||
| KDDIF / KDDI Corporation | 0.00 | 0.14 | 0.0549 | 0.0549 | |||||
| 8001 / ITOCHU Corporation | 0.00 | 69.87 | 0.14 | 124.19 | 0.0544 | 0.0158 | |||
| ANPDY / ANTA Sports Products Limited - Depositary Receipt (Common Stock) | 0.01 | 571.59 | 0.14 | 750.00 | 0.0533 | 0.0432 | |||
| NVO / Novo Nordisk A/S - Depositary Receipt (Common Stock) | 0.00 | 0.13 | 0.0501 | 0.0501 | |||||
| TMUS / T-Mobile US, Inc. | 0.00 | 0.13 | 0.0496 | 0.0496 | |||||
| BAC / Bank of America Corporation | 0.00 | 106.78 | 0.13 | 129.09 | 0.0493 | 0.0150 | |||
| LULU / lululemon athletica inc. | 0.00 | 469.57 | 0.13 | 557.89 | 0.0491 | 0.0372 | |||
| MRK / Merck & Co., Inc. | 0.00 | 28.56 | 0.12 | 65.33 | 0.0485 | 0.0024 | |||
| UNICY / Unicharm Corporation - Depositary Receipt (Common Stock) | 0.00 | 140.81 | 0.12 | 183.72 | 0.0477 | 0.0212 | |||
| HOCPY / HOYA Corporation - Depositary Receipt (Common Stock) | 0.00 | -0.16 | 0.12 | 0.00 | 0.0460 | -0.0259 | |||
| WTI CRUDE FUTURE Feb23 / DCO (N/A) | 0.12 | 1,060.00 | 0.0454 | 0.0401 | |||||
| IRS REC FIXED 2.766300% 09/02/2032 / DIR (N/A) | 0.11 | 1,030.00 | 0.0442 | 0.0389 | |||||
| CLPXY / China Longyuan Power Group Corporation Limited - Depositary Receipt (Common Stock) | 0.09 | 354.45 | 0.11 | 348.00 | 0.0439 | 0.0283 | |||
| GBPPUSDC DIGI 1.05 15/09/2023 / DFE (N/A) | 0.11 | 990.00 | 0.0426 | 0.0373 | |||||
| EQIX / Equinix, Inc. | 0.00 | 374.29 | 0.11 | 468.42 | 0.0424 | 0.0302 | |||
| OKTA / Okta, Inc. | 0.00 | 260.27 | 0.11 | 345.83 | 0.0420 | 0.0267 | |||
| EXPD / Expeditors International of Washington, Inc. | 0.00 | 937.37 | 0.11 | 1,225.00 | 0.0416 | 0.0362 | |||
| TMO / Thermo Fisher Scientific Inc. | 0.00 | 0.11 | 0.0414 | 0.0414 | |||||
| IRS REC FIXED 13.445% 1/2/2026 / DIR (N/A) | 0.10 | 940.00 | 0.0407 | 0.0354 | |||||
| JNPR / Juniper Networks, Inc. | 0.00 | 170.76 | 0.10 | 229.03 | 0.0402 | 0.0211 | |||
| CSAN3 / Cosan S.A. | 0.03 | 158.78 | 0.10 | 161.54 | 0.0399 | 0.0159 | |||
| SX5E DIVIDEND OPT Dec23C 120 / DE (DE000C42VGP4) | 0.10 | 102.04 | 0.0389 | -0.0011 | |||||
| NPNYY / Nippon Yusen Kabushiki Kaisha - Depositary Receipt (Common Stock) | 0.00 | 1,285.00 | 0.10 | 1,860.00 | 0.0384 | 0.0353 | |||
| IRS PAY FIXED 3.0053% 03/15/2053 / DIR (N/A) | 0.10 | 860.00 | 0.0378 | 0.0325 | |||||
| IRS PAY FIXED 2.618900% 08/15/2032 / DIR (N/A) | 0.10 | 850.00 | 0.0374 | 0.0321 | |||||
| WMB / The Williams Companies, Inc. | 0.00 | 0.09 | 0.0359 | 0.0359 | |||||
| MXN/USD FWD 20230131 / DFE (N/A) | 0.09 | 800.00 | 0.0354 | 0.0301 | |||||
| MXN/USD FWD 20230131 / DFE (N/A) | 0.09 | 800.00 | 0.0354 | 0.0301 | |||||
| AZN / Astrazeneca plc | 0.00 | 0.09 | 0.0351 | 0.0351 | |||||
| 2331 / ORDINARY SHARES | 0.01 | 569.03 | 0.09 | 681.82 | 0.0339 | 0.0269 | |||
| 788 / China Tower Corporation Limited | 0.81 | 471.59 | 0.09 | 473.33 | 0.0339 | 0.0246 | |||
| 6WS / Wise plc | 0.01 | 0.09 | 0.0335 | 0.0335 | |||||
| BNP / BNP Paribas SA | 0.00 | -39.87 | 0.08 | -20.00 | 0.0329 | -0.0317 | |||
| CHEOY / Cochlear Limited - Depositary Receipt (Common Stock) | 0.00 | 217.37 | 0.08 | 260.87 | 0.0327 | 0.0182 | |||
| 9021 / West Japan Railway Company | 0.00 | 0.08 | 0.0325 | 0.0325 | |||||
| NVR / NVR, Inc. | 0.00 | 125.00 | 0.08 | 167.74 | 0.0324 | 0.0128 | |||
| JPN YEN CURR FUT Mar23 / DFE (N/A) | 0.08 | 700.00 | 0.0314 | 0.0261 | |||||
| LRLCY / L'Oréal S.A. - Depositary Receipt (Common Stock) | 0.00 | 0.08 | 0.0304 | 0.0304 | |||||
| WPM / Wheaton Precious Metals Corp. | 0.00 | 0.08 | 0.0303 | 0.0303 | |||||
| WDAY / Workday, Inc. | 0.00 | 380.21 | 0.08 | 450.00 | 0.0301 | 0.0211 | |||
| APTV / Aptiv PLC | 0.00 | 1,076.81 | 0.08 | 1,400.00 | 0.0295 | 0.0262 | |||
| SPX 3893.10 AND US1YRSOFR 4.823% 15 DEC 23 / DCR (N/A) | 0.08 | 650.00 | 0.0294 | 0.0241 | |||||
| LZAGY / Lonza Group AG - Depositary Receipt (Common Stock) | 0.00 | -10.00 | 0.07 | -10.84 | 0.0292 | -0.0222 | |||
| GOOGL / Alphabet Inc. | 0.00 | -47.04 | 0.07 | -51.33 | 0.0287 | -0.0638 | |||
| WFC / Wells Fargo & Company | 0.00 | 113.05 | 0.07 | 121.21 | 0.0286 | 0.0080 | |||
| AUDUSD Euro 9am Feb23C 67 / DFE (N/A) | 0.07 | 590.00 | 0.0273 | 0.0219 | |||||
| MS / Morgan Stanley | 0.00 | 109.50 | 0.07 | 131.03 | 0.0263 | 0.0079 | |||
| DIS / The Walt Disney Company | 0.00 | -1.26 | 0.07 | 15.52 | 0.0263 | -0.0098 | |||
| YARIY / Yara International ASA - Depositary Receipt (Common Stock) | 0.00 | -51.84 | 0.07 | -39.64 | 0.0262 | -0.0425 | |||
| 1138 / COSCO SHIPPING Energy Transportation Co., Ltd. | 0.09 | 807.83 | 0.07 | 842.86 | 0.0258 | 0.0210 | |||
| BMY / Bristol-Myers Squibb Company | 0.00 | 21.52 | 0.07 | 22.64 | 0.0255 | -0.0072 | |||
| DP4B / A.P. Møller - Mærsk A/S | 0.00 | -61.84 | 0.07 | -52.90 | 0.0254 | -0.0599 | |||
| T / AT&T Inc. | 0.00 | -24.59 | 0.06 | -10.00 | 0.0249 | -0.0184 | |||
| TWD/USD FWD 20230315 / DFE (N/A) | 0.06 | 510.00 | 0.0240 | 0.0187 | |||||
| IRS PAY FIXED 1.85% 3/15/2053 / DIR (N/A) | 0.06 | 500.00 | 0.0236 | 0.0183 | |||||
| ANTM / Anthem Inc | 0.00 | 40.96 | 0.06 | 62.16 | 0.0234 | 0.0002 | |||
| HESAY / Hermès International Société en commandite par actions - Depositary Receipt (Common Stock) | 0.00 | 52.00 | 0.06 | 100.00 | 0.0229 | 0.0046 | |||
| IRS PAY FIXED 2.401% 3/15/2028 / DIR (N/A) | 0.06 | 480.00 | 0.0229 | 0.0176 | |||||
| AUST 10Y BOND FUT Mar23 / DIR (N/A) | 0.06 | 480.00 | 0.0227 | 0.0173 | |||||
| UNP / Union Pacific Corporation | 0.00 | 3.42 | 0.06 | 9.80 | 0.0220 | -0.0095 | |||
| BHP / BHP Group Limited - Depositary Receipt (Common Stock) | 0.00 | 0.06 | 0.0218 | 0.0218 | |||||
| SPGI / S&P Global Inc. | 0.00 | 136.76 | 0.05 | 165.00 | 0.0210 | 0.0083 | |||
| USDJPY 132.87 AND AUDUSD 0.6482 29 MAR 23 / DCR (N/A) | 0.05 | 430.00 | 0.0210 | 0.0157 | |||||
| IRS REC FIXED 13.125% 1/2/2025 / DIR (N/A) | 0.05 | 420.00 | 0.0206 | 0.0152 | |||||
| VIV / Vivendi SE | 0.01 | 652.18 | 0.05 | 940.00 | 0.0205 | 0.0170 | |||
| CGFCECO2 - SWAP / DE (N/A) | 0.05 | 420.00 | 0.0205 | 0.0152 | |||||
| DE000C6YTCS1 / Euro-OAT Future Mar23 | 0.05 | 0.0204 | 0.0204 | ||||||
| HON / Honeywell International Inc. | 0.00 | -20.33 | 0.05 | 4.00 | 0.0203 | -0.0110 | |||
| US OFFICE REITS / DE (N/A) | 0.05 | 410.00 | 0.0201 | 0.0148 | |||||
| IBKR / Interactive Brokers Group, Inc. | 0.00 | 732.94 | 0.05 | 920.00 | 0.0200 | 0.0166 | |||
| SPX 3584.7 AND US10YRSOFR 3.8385% 21 APR 23 / DCR (N/A) | 0.05 | 410.00 | 0.0199 | 0.0146 | |||||
| IRS PAY FIXED 4.43% 10/15/2027 / DIR (N/A) | 0.05 | 410.00 | 0.0199 | 0.0146 | |||||
| MT / ArcelorMittal S.A. - Depositary Receipt (Common Stock) | 0.00 | -61.44 | 0.05 | -50.51 | 0.0194 | -0.0416 | |||
| CI / The Cigna Group | 0.00 | 43.69 | 0.05 | 75.00 | 0.0191 | 0.0016 | |||
| GVDNY / Givaudan SA - Depositary Receipt (Common Stock) | 0.00 | 1,500.00 | 0.05 | 1,533.33 | 0.0191 | 0.0172 | |||
| CNH/USD FWD 20230131 / DFE (N/A) | 0.05 | 370.00 | 0.0187 | 0.0133 | |||||
| RIO / Rio Tinto Group - Depositary Receipt (Common Stock) | 0.00 | 42.47 | 0.05 | 80.77 | 0.0186 | 0.0026 | |||
| RY / Royal Bank of Canada | 0.00 | 76.33 | 0.05 | 84.00 | 0.0183 | 0.0026 | |||
| AUDUSD Euro 9am Feb23C 68 / DFE (N/A) | 0.05 | 360.00 | 0.0182 | 0.0129 | |||||
| SPX 3550.95 AND US10YRSOFR 3.962% 19 MAY 23 / DCR (N/A) | 0.05 | 350.00 | 0.0179 | 0.0125 | |||||
| US 10YR NOTE (CBT)Mar23 / DIR (N/A) | 0.05 | 350.00 | 0.0179 | 0.0125 | |||||
| CMG / Chipotle Mexican Grill, Inc. | 0.00 | 966.67 | 0.04 | 1,000.00 | 0.0173 | 0.0145 | |||
| TD / The Toronto-Dominion Bank | 0.00 | 81.22 | 0.04 | 90.91 | 0.0166 | 0.0029 | |||
| NCBDY / BANDAI NAMCO Holdings Inc. - Depositary Receipt (Common Stock) | 0.00 | 92.20 | 0.04 | 90.91 | 0.0164 | 0.0026 | |||
| SPX 3550.50 AND US10YRSOFR 3.94% 21 APR 23 / DCR (N/A) | 0.04 | 310.00 | 0.0163 | 0.0110 | |||||
| HLAG / Hapag-Lloyd Aktiengesellschaft | 0.00 | 764.00 | 0.04 | 925.00 | 0.0160 | 0.0134 | |||
| IRS PAY FIXED 1.224% 3/15/2063 / DIR (N/A) | 0.04 | 300.00 | 0.0156 | 0.0103 | |||||
| ENLAY / Enel SpA - Depositary Receipt (Common Stock) | 0.01 | 329.74 | 0.04 | 457.14 | 0.0156 | 0.0112 | |||
| IRS PAY FIXED 3.215% 03/15/2033 / DIR (N/A) | 0.04 | 290.00 | 0.0153 | 0.0100 | |||||
| EURCGBPP 0.8875 RKO 0.9050 26/01/2023 / DFE (N/A) | 0.04 | 290.00 | 0.0152 | 0.0099 | |||||
| PLD / Prologis, Inc. | 0.00 | 24.91 | 0.04 | 39.29 | 0.0152 | -0.0021 | |||
| DE000C6YTCL6 / Euro-BTP | 0.04 | 0.0152 | 0.0152 | ||||||
| EL / The Estée Lauder Companies Inc. | 0.00 | -73.50 | 0.04 | -69.67 | 0.0145 | -0.0606 | |||
| IRS REC FIXED 2.89% 3/15/2028 / DIR (N/A) | 0.04 | 270.00 | 0.0145 | 0.0092 | |||||
| IBDRY / Iberdrola, S.A. - Depositary Receipt (Common Stock) | 0.00 | 168.90 | 0.04 | 236.36 | 0.0144 | 0.0076 | |||
| AUDUSD Euro 9am Feb23C 68.5 / DFE (N/A) | 0.04 | 270.00 | 0.0144 | 0.0091 | |||||
| MDT / Medtronic plc | 0.00 | -51.43 | 0.04 | -54.43 | 0.0144 | -0.0342 | |||
| MMC / Marsh & McLennan Companies, Inc. | 0.00 | 84.30 | 0.04 | 100.00 | 0.0144 | 0.0033 | |||
| MS / Morgan Stanley | 0.04 | -800.00 | 0.0140 | 0.0163 | |||||
| JPFUAIR SWAP / DE (N/A) | 0.04 | 250.00 | 0.0138 | 0.0085 | |||||
| IRS PAY FIXED 4.069% 3/15/2033 / DIR (N/A) | 0.04 | 250.00 | 0.0137 | 0.0084 | |||||
| JPFUSHP2 SWAP / DE (N/A) | 0.03 | 240.00 | 0.0135 | 0.0082 | |||||
| XAU 1807.47 AND SPX 3653.73 20 JAN 23 / DCR (N/A) | 0.03 | 240.00 | 0.0133 | 0.0079 | |||||
| EURCUSDP 1.1550 01/06/2023 / DFE (N/A) | 0.03 | 230.00 | 0.0132 | 0.0079 | |||||
| PGR / The Progressive Corporation | 0.00 | 90.44 | 0.03 | 120.00 | 0.0131 | 0.0034 | |||
| TJX / The TJX Companies, Inc. | 0.00 | -36.06 | 0.03 | -17.50 | 0.0131 | -0.0121 | |||
| EUR/HUF FWD 20230131 / DFE (N/A) | 0.03 | 230.00 | 0.0130 | 0.0077 | |||||
| EUR/HUF FWD 20230131 / DFE (N/A) | 0.03 | 230.00 | 0.0130 | 0.0077 | |||||
| DE000F4ZCJ80 / SX5E DIVIDEND FUT DEC23 | 0.03 | -740.00 | 0.0129 | 0.0128 | |||||
| IRS PAY FIXED 2.6698% 3/15/2025 / DIR (N/A) | 0.03 | 220.00 | 0.0126 | 0.0073 | |||||
| IRS PAY FIXED 2.974% 03/15/2033 / DIR (N/A) | 0.03 | 220.00 | 0.0125 | 0.0072 | |||||
| NEX / National Express Group PLC | 0.00 | 0.03 | 0.0125 | 0.0125 | |||||
| ADDDF / adidas AG | 0.00 | 377.55 | 0.03 | 520.00 | 0.0124 | 0.0089 | |||
| DE000C6YTCQ5 / EURO-BUXL 30Y BND MAR23 XEUR 20230308 | 0.03 | 0.0124 | 0.0124 | ||||||
| IRS PAY FIXED 4.675% 9/15/2027 / DIR (N/A) | 0.03 | 210.00 | 0.0123 | 0.0070 | |||||
| USB / U.S. Bancorp | 0.00 | 108.65 | 0.03 | 138.46 | 0.0123 | 0.0037 | |||
| C$ CURRENCY FUT Mar23 / DFE (N/A) | 0.03 | 210.00 | 0.0123 | 0.0070 | |||||
| PNC / The PNC Financial Services Group, Inc. | 0.00 | 114.13 | 0.03 | 138.46 | 0.0121 | 0.0037 | |||
| HUM / Humana Inc. | 0.00 | 46.34 | 0.03 | 57.89 | 0.0120 | -0.0002 | |||
| FISV / Fiserv, Inc. | 0.00 | 0.03 | 0.0118 | 0.0118 | |||||
| PSK / PrairieSky Royalty Ltd. | 0.00 | 123.74 | 0.03 | 190.00 | 0.0117 | 0.0051 | |||
| AUDUSD 0.6421 AND USDJPY 132.60 17 MAR 23 / DCR (N/A) | 0.03 | 190.00 | 0.0116 | 0.0063 | |||||
| SPX 3550.95 AND US10YRSOFR 3.995% 17 MAR 23 / DCR (N/A) | 0.03 | 190.00 | 0.0116 | 0.0063 | |||||
| UTDI / United Internet AG | 0.00 | 1,374.49 | 0.03 | 2,800.00 | 0.0114 | 0.0103 | |||
| IRS PAY FIXED 8.9805% 03/16/2033 / DIR (N/A) | 0.03 | 190.00 | 0.0114 | 0.0061 | |||||
| DHI / D.R. Horton, Inc. | 0.00 | 78.14 | 0.03 | 141.67 | 0.0113 | 0.0038 | |||
| CME / CME Group Inc. | 0.00 | 0.03 | 0.0113 | 0.0113 | |||||
| USDPJPYC 130 EKO 125 10/01/2023 / DFE (N/A) | 0.03 | 180.00 | 0.0112 | 0.0059 | |||||
| CSX / CSX Corporation | 0.00 | 14.41 | 0.03 | 33.33 | 0.0111 | -0.0020 | |||
| JBSAY / JBS N.V. - Depositary Receipt (Common Stock) | 0.01 | -35.09 | 0.03 | -42.86 | 0.0111 | -0.0192 | |||
| RES / RPC, Inc. | 0.00 | 0.03 | 0.0111 | 0.0111 | |||||
| AXAHY / AXA SA - Depositary Receipt (Common Stock) | 0.00 | -41.99 | 0.03 | -26.32 | 0.0110 | -0.0126 | |||
| MEXICAN PESO FUT Mar23 / DFE (N/A) | 0.03 | 170.00 | 0.0109 | 0.0056 | |||||
| 347 / Angang Steel Co Ltd | 0.10 | 316.97 | 0.03 | 420.00 | 0.0105 | 0.0069 | |||
| BDX / Becton, Dickinson and Company | 0.00 | -7.14 | 0.03 | 8.33 | 0.0103 | -0.0050 | |||
| SIVB / SVB Financial Group | 0.00 | 0.03 | 0.0101 | 0.0101 | |||||
| NOK/USD FWD 20230131 / DFE (N/A) | 0.03 | 150.00 | 0.0100 | 0.0047 | |||||
| NOK/USD FWD 20230131 / DFE (N/A) | 0.03 | 150.00 | 0.0100 | 0.0047 | |||||
| USDJPY130.937 AND AUD USD 0.6412 23 MAR 23 / DCR (N/A) | 0.03 | 150.00 | 0.0100 | 0.0046 | |||||
| GBPPUSDC DIGI 1.1190 16/03/2023 / DFE (N/A) | 0.03 | 150.00 | 0.0099 | 0.0046 | |||||
| IRS PAY FIXED 0.175% 3/15/2025 / DIR (N/A) | 0.03 | 150.00 | 0.0099 | 0.0046 | |||||
| MCO / Moody's Corporation | 0.00 | 193.55 | 0.03 | 108.33 | 0.0099 | -0.0037 | |||
| BNC / Banco Santander, S.A. | 0.01 | -33.46 | 0.03 | -13.79 | 0.0098 | -0.0083 | |||
| CSIQ / Canadian Solar Inc. | 0.00 | 16.88 | 0.03 | 0.00 | 0.0098 | -0.0061 | |||
| MONRY / Moncler S.p.A. - Depositary Receipt (Common Stock) | 0.00 | 47.04 | 0.03 | 92.31 | 0.0098 | 0.0016 | |||
| OII / Oceaneering International, Inc. | 0.00 | 0.02 | 0.0096 | 0.0096 | |||||
| 6P8 / Pets at Home Group Plc | 0.01 | 2,916.03 | 0.02 | 0.0096 | 0.0091 | ||||
| LGFRY / Longfor Group Holdings Limited - Depositary Receipt (Common Stock) | 0.01 | 18.96 | 0.02 | 33.33 | 0.0095 | -0.0021 | |||
| BSX / Boston Scientific Corporation | 0.00 | -9.38 | 0.02 | 9.09 | 0.0094 | -0.0043 | |||
| SOYBEAN MEAL FUTR Mar23 / DCO (N/A) | 0.02 | 130.00 | 0.0093 | 0.0040 | |||||
| USDJPY 130.93 AND GBPUSD 1.1606 23 MAR 23 / DCR (N/A) | 0.02 | 130.00 | 0.0093 | 0.0040 | |||||
| LSEG / London Stock Exchange Group plc | 0.00 | 10.16 | 0.02 | 15.00 | 0.0091 | -0.0038 | |||
| H11 / Halma plc | 0.00 | 196.67 | 0.02 | 228.57 | 0.0091 | 0.0045 | |||
| HEINY / Heineken N.V. - Depositary Receipt (Common Stock) | 0.00 | 0.02 | 0.0090 | 0.0090 | |||||
| WM / Waste Management, Inc. | 0.00 | -29.47 | 0.02 | -33.33 | 0.0089 | -0.0114 | |||
| EPR / Europris ASA | 0.00 | 1,764.94 | 0.02 | 0.0089 | 0.0083 | ||||
| CAN 10YR BOND FUT Mar23 / DIR (N/A) | 0.02 | 120.00 | 0.0088 | 0.0035 | |||||
| CNC / Centene Corporation | 0.00 | 0.02 | 0.0088 | 0.0088 | |||||
| OUT1V / Outokumpu Oyj | 0.00 | 1,459.43 | 0.02 | 0.0087 | 0.0081 | ||||
| ADYEY / Adyen N.V. - Depositary Receipt (Common Stock) | 0.00 | -58.97 | 0.02 | -55.10 | 0.0086 | -0.0220 | |||
| AWR / American States Water Company | 0.00 | 0.02 | 0.0086 | 0.0086 | |||||
| SCT / SSE plc | 0.00 | 482.20 | 0.02 | 633.33 | 0.0086 | 0.0064 | |||
| LZRFF / Localiza Rent A Car SA | 0.00 | -50.89 | 0.02 | -57.14 | 0.0085 | -0.0219 | |||
| ADM / Archer-Daniels-Midland Company | 0.00 | -76.79 | 0.02 | -73.75 | 0.0084 | -0.0412 | |||
| IDR/USD FWD 20230315 / DFE (N/A) | 0.02 | 110.00 | 0.0084 | 0.0030 | |||||
| IDR/USD FWD 20230315 / DFE (N/A) | 0.02 | 110.00 | 0.0084 | 0.0030 | |||||
| 1117 / China Modern Dairy Holdings Ltd. | 0.17 | 1,647.46 | 0.02 | 2,000.00 | 0.0083 | 0.0076 | |||
| 45N / JTOWER Inc. | 0.00 | 0.02 | 0.0083 | 0.0083 | |||||
| PDRDY / Pernod Ricard - ADR | 0.00 | -70.33 | 0.02 | -68.66 | 0.0083 | -0.0331 | |||
| 5334 / Niterra Co., Ltd. | 0.00 | -4.16 | 0.02 | 0.00 | 0.0082 | -0.0046 | |||
| AIG / American International Group, Inc. | 0.00 | 75.94 | 0.02 | 150.00 | 0.0081 | 0.0027 | |||
| FTI / TechnipFMC plc | 0.00 | 0.02 | 0.0081 | 0.0081 | |||||
| SMMNY / Siemens Healthineers AG - Depositary Receipt (Common Stock) | 0.00 | -61.34 | 0.02 | -56.52 | 0.0081 | -0.0205 | |||
| TRUP / Trupanion, Inc. | 0.00 | 250.00 | 0.02 | 185.71 | 0.0080 | 0.0035 | |||
| CRK / Comstock Resources, Inc. | 0.00 | 36.55 | 0.02 | 5.26 | 0.0080 | -0.0037 | |||
| 3319 / A-Living Smart City Services Co., Ltd. | 0.02 | 228.00 | 0.02 | 400.00 | 0.0079 | 0.0054 | |||
| NGLOY / Anglo American plc - Depositary Receipt (Common Stock) | 0.00 | 80.99 | 0.02 | 150.00 | 0.0078 | 0.0025 | |||
| US82983N1081 / Sitio Royalties Corp | 0.00 | 0.02 | 0.0077 | 0.0077 | |||||
| SHUR / Shurgard Self Storage Ltd | 0.00 | 855.56 | 0.02 | 1,800.00 | 0.0077 | 0.0066 | |||
| BILL / Billerud AB (publ) | 0.00 | 784.15 | 0.02 | 850.00 | 0.0077 | 0.0064 | |||
| AVAV / AeroVironment, Inc. | 0.00 | 0.02 | 0.0076 | 0.0076 | |||||
| AFL / Aflac Incorporated | 0.00 | 79.19 | 0.02 | 137.50 | 0.0075 | 0.0023 | |||
| TELL / Tellurian Inc. | 0.01 | 0.02 | 0.0075 | 0.0075 | |||||
| VIAV / Viavi Solutions Inc. | 0.00 | 37.41 | 0.02 | 11.76 | 0.0075 | -0.0032 | |||
| TRV / The Travelers Companies, Inc. | 0.00 | 92.45 | 0.02 | 137.50 | 0.0075 | 0.0025 | |||
| SLCE3 / SLC Agrícola S.A. | 0.00 | 0.02 | 0.0073 | 0.0073 | |||||
| MSCI / MSCI Inc. | 0.00 | 150.00 | 0.02 | 200.00 | 0.0073 | 0.0031 | |||
| XEL / Xcel Energy Inc. | 0.00 | 28.64 | 0.02 | 38.46 | 0.0072 | -0.0084 | |||
| IRS PAY FIXED 4.718% 03/15/2026 / DIR (N/A) | 0.02 | 80.00 | 0.0072 | 0.0019 | |||||
| CBOE VOL PUT OPT 01/23 20 / DE (N/A) | 0.02 | 80.00 | 0.0070 | 0.0017 | |||||
| GBPUSD < 1.1804 AND USDBRL < 5.3075 16 MAR 23 / DCR (N/A) | 0.02 | 70.00 | 0.0069 | 0.0016 | |||||
| AUDUSD Euro 9am Feb23P 66.5 / DFE (N/A) | 0.02 | 70.00 | 0.0069 | 0.0016 | |||||
| ENPH / Enphase Energy, Inc. | 0.00 | 0.02 | 0.0069 | 0.0069 | |||||
| AJG / Arthur J. Gallagher & Co. | 0.00 | 0.02 | 0.0069 | 0.0069 | |||||
| AEP / American Electric Power Company, Inc. | 0.00 | -40.84 | 0.02 | -34.62 | 0.0068 | -0.0097 | |||
| SRE / Sempra | 0.00 | -41.97 | 0.02 | -39.29 | 0.0067 | -0.0110 | |||
| PRU / Prudential Financial, Inc. | 0.00 | 83.87 | 0.02 | 142.86 | 0.0066 | 0.0017 | |||
| AUDUSD Euro 9am Feb23C 70 / DFE (N/A) | 0.02 | 60.00 | 0.0065 | 0.0012 | |||||
| KR4101T30009 / KOSPI2 INX FUT Mar23 | 0.02 | 0.0065 | 0.0065 | ||||||
| ALL / The Allstate Corporation | 0.00 | 83.33 | 0.02 | 100.00 | 0.0064 | 0.0013 | |||
| KAHOOTME / Kahoot! ASA | 0.01 | 0.02 | 0.0064 | 0.0064 | |||||
| PUK / Prudential plc - Depositary Receipt (Common Stock) | 0.00 | -20.52 | 0.02 | 14.29 | 0.0063 | -0.0029 | |||
| GB00JH8KQ484 / WHITE SUGAR (ICE) Mar23 | 0.02 | 0.0063 | 0.0063 | ||||||
| MCQEF / Macquarie Group Limited | 0.00 | -74.22 | 0.02 | -69.81 | 0.0062 | -0.0266 | |||
| DE000C6ZE8Q9 / EURO STOXX 50 Volatility Index | 0.02 | 0.0062 | 0.0062 | ||||||
| EXPGF / Experian plc | 0.00 | 118.22 | 0.02 | 150.00 | 0.0062 | 0.0023 | |||
| IRS PAY FIXED 1.16% 3/15/2028 / DIR (N/A) | 0.02 | 50.00 | 0.0060 | 0.0007 | |||||
| BR / Broadridge Financial Solutions, Inc. | 0.00 | -47.71 | 0.02 | -51.61 | 0.0060 | -0.0134 | |||
| OEZVY / VERBUND AG - Depositary Receipt (Common Stock) | 0.00 | 221.43 | 0.02 | 275.00 | 0.0059 | 0.0030 | |||
| D1NC / DNB Bank ASA | 0.00 | -4.27 | 0.02 | 25.00 | 0.0059 | -0.0019 | |||
| IMM EURO$ FUT OPT Mar23C 95.0625 / DIR (N/A) | 0.01 | 40.00 | 0.0058 | 0.0005 | |||||
| SOYBEAN FUTURE Mar23 / DCO (N/A) | 0.01 | 40.00 | 0.0058 | 0.0005 | |||||
| CTVA / Corteva, Inc. | 0.00 | 0.01 | 0.0058 | 0.0058 | |||||
| LHX / L3Harris Technologies, Inc. | 0.00 | -29.00 | 0.01 | -30.00 | 0.0058 | -0.0070 | |||
| RSG / Republic Services, Inc. | 0.00 | -30.67 | 0.01 | -36.36 | 0.0057 | -0.0079 | |||
| MRFG3 / Marfrig Global Foods S.A. | 0.01 | 57.88 | 0.01 | 40.00 | 0.0057 | -0.0008 | |||
| STKL / SunOpta Inc. | 0.00 | 181.17 | 0.01 | 180.00 | 0.0057 | 0.0022 | |||
| NDAQ / Nasdaq, Inc. | 0.00 | 139.39 | 0.01 | 180.00 | 0.0057 | 0.0022 | |||
| SEK/USD FWD 20230131 / DFE (N/A) | 0.01 | 40.00 | 0.0055 | 0.0002 | |||||
| SEK/USD FWD 20230131 / DFE (N/A) | 0.01 | 40.00 | 0.0055 | 0.0002 | |||||
| ZIJMY / Zijin Mining Group Company Limited - Depositary Receipt (Common Stock) | 0.01 | -55.77 | 0.01 | -40.91 | 0.0054 | -0.0085 | |||
| IQV / IQVIA Holdings Inc. | 0.00 | -17.28 | 0.01 | -7.14 | 0.0054 | -0.0037 | |||
| VWSYF / Vestas Wind Systems A/S | 0.00 | 32.56 | 0.01 | 116.67 | 0.0052 | 0.0012 | |||
| GBPUSD 1.1504 OTMS AND USDBRL 5.3224 21 FEB 23 / DCR (N/A) | 0.01 | 20.00 | 0.0050 | -0.0003 | |||||
| SAXPY / Sampo Oyj - Depositary Receipt (Common Stock) | 0.00 | -14.34 | 0.01 | 0.00 | 0.0050 | -0.0025 | |||
| MS / Morgan Stanley | 0.01 | -82.09 | 0.0049 | -0.0214 | |||||
| SLF / Sun Life Financial Inc. | 0.00 | 91.30 | 0.01 | 140.00 | 0.0048 | 0.0014 | |||
| IRS PAY FIXED 3.3% 07/15/2024 / DIR (N/A) | 0.01 | 20.00 | 0.0048 | -0.0006 | |||||
| SEBA / Skandinaviska Enskilda Banken AB (publ) | 0.00 | 0.01 | 0.0048 | 0.0048 | |||||
| WCN / Waste Connections, Inc. | 0.00 | 0.01 | 0.0046 | 0.0046 | |||||
| WTW / Willis Towers Watson Public Limited Company | 0.00 | -15.79 | 0.01 | 0.00 | 0.0046 | -0.0025 | |||
| DOW / Dow Inc. | 0.00 | -89.75 | 0.01 | -86.75 | 0.0045 | -0.0465 | |||
| HCMLY / Holcim AG - Depositary Receipt (Common Stock) | 0.00 | 201.35 | 0.01 | 266.67 | 0.0045 | 0.0026 | |||
| CAP / Capgemini SE | 0.00 | -75.45 | 0.01 | -75.00 | 0.0044 | -0.0232 | |||
| AME / AMETEK, Inc. | 0.00 | 0.01 | 0.0044 | 0.0044 | |||||
| FNV / Franco-Nevada Corporation | 0.00 | 0.01 | 0.0044 | 0.0044 | |||||
| FITB / Fifth Third Bancorp | 0.00 | 111.25 | 0.01 | 120.00 | 0.0043 | 0.0012 | |||
| INR/USD FWD 20230315 / DFE (N/A) | 0.01 | 0.00 | 0.0043 | -0.0011 | |||||
| INR/USD FWD 20230315 / DFE (N/A) | 0.01 | 0.00 | 0.0043 | -0.0011 | |||||
| OPDE / Opdenergy Holding, S.A. | 0.00 | -46.51 | 0.01 | -52.38 | 0.0041 | -0.0089 | |||
| GB00JH8WTP66 / Robusta Coffee | 0.01 | 0.0041 | 0.0041 | ||||||
| AWK / American Water Works Company, Inc. | 0.00 | -51.41 | 0.01 | -44.44 | 0.0041 | -0.0073 | |||
| CRUDE OIL OPT IPE Mar23C 110 / DCO (GB00JT0Y2990) | 0.01 | 0.0041 | 0.0041 | ||||||
| HIG / The Hartford Insurance Group, Inc. | 0.00 | 84.00 | 0.01 | 150.00 | 0.0041 | 0.0012 | |||
| XVALO / Vale S.A. | 0.00 | 0.01 | 0.0041 | 0.0041 | |||||
| EDRVY / EDP Renováveis, S.A. - Depositary Receipt (Common Stock) | 0.00 | 760.00 | 0.01 | 900.00 | 0.0041 | 0.0025 | |||
| DSM / Downing Strategic Micro-Cap Investment Trust PLC | 0.00 | 226.92 | 0.01 | 400.00 | 0.0041 | 0.0022 | |||
| AUDUSD Euro 9am Feb23P 65.5 / DFE (N/A) | 0.01 | 0.00 | 0.0040 | -0.0013 | |||||
| THB/USD FWD 20230315 / DFE (N/A) | 0.01 | 0.00 | 0.0040 | -0.0013 | |||||
| THB/USD FWD 20230315 / DFE (N/A) | 0.01 | 0.00 | 0.0040 | -0.0013 | |||||
| ES / Eversource Energy | 0.00 | -42.52 | 0.01 | -37.50 | 0.0040 | -0.0062 | |||
| PLATINUM FUTURE Apr23 / DCO (N/A) | 0.01 | 0.00 | 0.0040 | -0.0014 | |||||
| AUST 3YR BOND FUT Mar23 / DIR (N/A) | 0.01 | -10.00 | 0.0038 | -0.0015 | |||||
| ARC / Aker BP ASA | 0.00 | -26.40 | 0.01 | -25.00 | 0.0038 | -0.0037 | |||
| HBAN / Huntington Bancshares Incorporated | 0.00 | 132.66 | 0.01 | 200.00 | 0.0038 | 0.0014 | |||
| ATHLEISURE DM-TRS / DE (N/A) | 0.01 | -10.00 | 0.0037 | -0.0016 | |||||
| KR4165T30004 / Korea 3 Year Bond | 0.01 | 0.0037 | 0.0037 | ||||||
| RF / Regions Financial Corporation | 0.00 | 0.01 | 0.0037 | 0.0037 | |||||
| ARES / Ares Management Corporation | 0.00 | 0.01 | 0.0037 | 0.0037 | |||||
| CBOE VIX FUTURE Feb23 / DE (N/A) | 0.01 | -10.00 | 0.0036 | -0.0017 | |||||
| LIVE CATTLE FUTR Feb23 / DCO (N/A) | 0.01 | -10.00 | 0.0036 | -0.0017 | |||||
| GSMBEDIS SWAP / DE (N/A) | 0.01 | -20.00 | 0.0034 | -0.0019 | |||||
| IMM EURO$ FUT OPT Mar23P 94.625 / DIR (N/A) | 0.01 | -20.00 | 0.0034 | -0.0019 | |||||
| WY / Weyerhaeuser Company | 0.00 | 21.15 | 0.01 | 33.33 | 0.0033 | -0.0007 | |||
| CBRE / CBRE Group, Inc. | 0.00 | -20.44 | 0.01 | -11.11 | 0.0033 | -0.0024 | |||
| CP / Canadian Pacific Kansas City Limited | 0.00 | 0.00 | 0.01 | 14.29 | 0.0033 | -0.0013 | |||
| SCBFY / Standard Chartered PLC - Depositary Receipt (Common Stock) | 0.00 | -29.16 | 0.01 | -11.11 | 0.0033 | -0.0028 | |||
| AVB / AvalonBay Communities, Inc. | 0.00 | -7.27 | 0.01 | -20.00 | 0.0032 | -0.0030 | |||
| USDCTRYP DIGI 20 30/01/2023 / DFE (N/A) | 0.01 | -20.00 | 0.0032 | -0.0021 | |||||
| AEE / Ameren Corporation | 0.00 | -42.50 | 0.01 | -33.33 | 0.0032 | -0.0047 | |||
| AUDUSD Euro 9am Feb23P 65 / DFE (N/A) | 0.01 | -20.00 | 0.0032 | -0.0022 | |||||
| TSN / Tyson Foods, Inc. | 0.00 | -85.26 | 0.01 | -86.21 | 0.0032 | -0.0326 | |||
| S&P 500 Annl Div Dec23 / DE (N/A) | 0.01 | -20.00 | 0.0031 | -0.0022 | |||||
| EQR / Equity Residential | 0.00 | -7.48 | 0.01 | -11.11 | 0.0031 | -0.0029 | |||
| CHF/USD FWD 20230131 / DFE (N/A) | 0.01 | -30.00 | 0.0029 | -0.0025 | |||||
| CHF/USD FWD 20230131 / DFE (N/A) | 0.01 | -30.00 | 0.0029 | -0.0025 | |||||
| GB00H31QPK67 / LME Nickel Base Metal | 0.01 | 0.0027 | 0.0027 | ||||||
| INVH / Invitation Homes Inc. | 0.00 | 16.92 | 0.01 | -33.33 | 0.0027 | -0.0075 | |||
| S&P 500 HEALTH CARE INDEX SWAP / DE (N/A) | 0.01 | -40.00 | 0.0027 | -0.0026 | |||||
| FTS / Fortis Inc. | 0.00 | -43.05 | 0.01 | -45.45 | 0.0027 | -0.0044 | |||
| AIA / Auckland International Airport Limited | 0.00 | 0.00 | 0.01 | 20.00 | 0.0027 | -0.0008 | |||
| MS / Morgan Stanley | 0.01 | -82.86 | 0.0026 | -0.0114 | |||||
| GASOLINE RBOB FUT Feb23 / DCO (N/A) | 0.01 | -40.00 | 0.0025 | -0.0028 | |||||
| IRS PAY FIXED 3.4908% 3/15/2028 / DIR (N/A) | 0.01 | -40.00 | 0.0025 | -0.0029 | |||||
| KEY / KeyCorp | 0.00 | -53.62 | 0.01 | -50.00 | 0.0024 | -0.0052 | |||
| COO / The Cooper Companies, Inc. | 0.00 | 0.01 | 0.0023 | 0.0023 | |||||
| JPFUMEBK SWAP / DE (N/A) | 0.01 | -50.00 | 0.0023 | -0.0030 | |||||
| DE000C6YTCP7 / EURO-SCHATZ FUT Mar23 | 0.01 | 0.0023 | 0.0023 | ||||||
| SZLMY / Swiss Life Holding AG - Depositary Receipt (Common Stock) | 0.00 | -42.11 | 0.01 | -37.50 | 0.0022 | -0.0030 | |||
| NDX1 / Nordex SE | 0.00 | 297.03 | 0.01 | 0.0022 | 0.0017 | ||||
| FLT / Corpay, Inc. | 0.00 | -64.71 | 0.01 | -64.29 | 0.0021 | -0.0070 | |||
| FCNCA / First Citizens BancShares, Inc. | 0.00 | -41.67 | 0.01 | -44.44 | 0.0021 | -0.0038 | |||
| L / Loews Corporation | 0.00 | -59.63 | 0.01 | -50.00 | 0.0020 | -0.0047 | |||
| SCRYY / SCOR SE - Depositary Receipt (Common Stock) | 0.00 | -20.51 | 0.00 | 33.33 | 0.0019 | -0.0005 | |||
| ANE / Corporación Acciona Energías Renovables, S.A. | 0.00 | 0.00 | 0.0019 | 0.0019 | |||||
| CF / Canaccord Genuity Group Inc. | 0.00 | 134.23 | 0.00 | 300.00 | 0.0019 | 0.0009 | |||
| GBLBY / Groupe Bruxelles Lambert SA - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.0019 | 0.0019 | |||||
| GBPUSD 1.2187 AND USDBRL 5.3236 AND USDCNH 7.2993 / DCR (N/A) | 0.00 | -60.00 | 0.0019 | -0.0035 | |||||
| GBPUSD 1.0548 AND UKX 7484.40 17 MAR 23 / DCR (N/A) | 0.00 | -60.00 | 0.0019 | -0.0035 | |||||
| LAND / Landis+Gyr Group AG | 0.00 | 50.00 | 0.00 | 100.00 | 0.0018 | 0.0003 | |||
| IRS PAY FIXED 2.4982% 12/22/2027 / DIR (N/A) | 0.00 | -60.00 | 0.0018 | -0.0035 | |||||
| SLR / Solaria Energía y Medio Ambiente, S.A. | 0.00 | 248.61 | 0.00 | 300.00 | 0.0018 | 0.0011 | |||
| MING / SpareBank 1 SMN | 0.00 | 165.91 | 0.00 | 300.00 | 0.0018 | 0.0010 | |||
| H / Hydro One Limited | 0.00 | -18.66 | 0.00 | -20.00 | 0.0018 | -0.0014 | |||
| NNBR / NN, Inc. | 0.00 | -43.65 | 0.00 | -42.86 | 0.0018 | -0.0030 | |||
| NY Harb ULSD Fut Feb23 / DCO (N/A) | 0.00 | -60.00 | 0.0018 | -0.0036 | |||||
| B4M1 / SpareBank 1 Sør-Norge ASA | 0.00 | 154.17 | 0.00 | 300.00 | 0.0018 | 0.0009 | |||
| 9793 / Daiseki Co.,Ltd. | 0.00 | -77.53 | 0.00 | -76.47 | 0.0017 | -0.0091 | |||
| NEOEN / Neoen S.A. | 0.00 | 77.42 | 0.00 | 100.00 | 0.0017 | 0.0004 | |||
| FMC / FMC Corporation | 0.00 | -68.75 | 0.00 | -63.64 | 0.0017 | -0.0056 | |||
| SIM / SimCorp A/S | 0.00 | 0.00 | 0.0017 | 0.0017 | |||||
| DOX / Amdocs Limited | 0.00 | -82.72 | 0.00 | -80.95 | 0.0017 | -0.0116 | |||
| ESS / Essex Property Trust, Inc. | 0.00 | -31.03 | 0.00 | -42.86 | 0.0017 | -0.0027 | |||
| QBR.B / Quebecor Inc. | 0.00 | -63.39 | 0.00 | -55.56 | 0.0017 | -0.0042 | |||
| HASI / HA Sustainable Infrastructure Capital, Inc. | 0.00 | 0.00 | 0.0016 | 0.0016 | |||||
| DNOW / DNOW Inc. | 0.00 | -77.11 | 0.00 | -71.43 | 0.0016 | -0.0071 | |||
| DKS / DICK'S Sporting Goods, Inc. | 0.00 | 0.00 | 0.0016 | 0.0016 | |||||
| FIVE / Five Below, Inc. | 0.00 | 0.00 | 0.0016 | 0.0016 | |||||
| AM / Dassault Aviation société anonyme | 0.00 | -46.67 | 0.00 | -20.00 | 0.0016 | -0.0016 | |||
| / Emera Inc. | 0.00 | 2.91 | 0.00 | 0.00 | 0.0016 | -0.0010 | |||
| CKN / Clarkson PLC | 0.00 | 390.48 | 0.00 | 0.0016 | 0.0012 | ||||
| PHNX / Phoenix Group Holdings plc | 0.00 | -1.26 | 0.00 | 33.33 | 0.0016 | -0.0004 | |||
| DLG / Direct Line Insurance Group plc | 0.00 | -19.37 | 0.00 | 33.33 | 0.0016 | -0.0008 | |||
| LBRT / Liberty Energy Inc. | 0.00 | -70.25 | 0.00 | -70.00 | 0.0016 | -0.0050 | |||
| COFA / COFACE SA | 0.00 | 33.62 | 0.00 | 50.00 | 0.0016 | 0.0002 | |||
| BAH / Booz Allen Hamilton Holding Corporation | 0.00 | -87.03 | 0.00 | -88.89 | 0.0015 | -0.0151 | |||
| LPX / Louisiana-Pacific Corporation | 0.00 | -57.32 | 0.00 | -62.50 | 0.0015 | -0.0034 | |||
| TALO / Talos Energy Inc. | 0.00 | -72.86 | 0.00 | -75.00 | 0.0015 | -0.0063 | |||
| LNT / Alliant Energy Corporation | 0.00 | -20.22 | 0.00 | -25.00 | 0.0015 | -0.0014 | |||
| UQA / UNIQA Insurance Group AG | 0.00 | 127.19 | 0.00 | 200.00 | 0.0015 | 0.0007 | |||
| JD. / JD Sports Fashion Plc | 0.00 | -44.91 | 0.00 | -40.00 | 0.0015 | -0.0016 | |||
| PUMP / ProPetro Holding Corp. | 0.00 | -29.52 | 0.00 | -25.00 | 0.0015 | -0.0011 | |||
| CWB / Canadian Western Bank | 0.00 | -45.71 | 0.00 | -50.00 | 0.0015 | -0.0025 | |||
| ERG / ERG S.p.A. | 0.00 | 59.74 | 0.00 | 50.00 | 0.0015 | 0.0002 | |||
| FRU / Freehold Royalties Ltd. | 0.00 | 0.00 | 0.0015 | 0.0015 | |||||
| SNI / Stolt-Nielsen Limited | 0.00 | 0.00 | 0.0015 | 0.0015 | |||||
| QBIEY / QBE Insurance Group Limited - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.0015 | 0.0015 | |||||
| PHG / Koninklijke Philips N.V. - Depositary Receipt (Common Stock) | 0.00 | -62.39 | 0.00 | -70.00 | 0.0015 | -0.0050 | |||
| COLM / Columbia Sportswear Company | 0.00 | 0.00 | 0.0015 | 0.0015 | |||||
| IRS PAY FIXED 6.267% 03/15/2028 / DIR (N/A) | 0.00 | -70.00 | 0.0015 | -0.0039 | |||||
| ATDRY / Auto Trader Group plc - Depositary Receipt (Common Stock) | 0.00 | -50.41 | 0.00 | -50.00 | 0.0015 | -0.0028 | |||
| CPR / Davide Campari-Milano N.V. | 0.00 | -28.60 | 0.00 | -25.00 | 0.0015 | -0.0014 | |||
| FNF / Fidelity National Financial, Inc. | 0.00 | -61.63 | 0.00 | -66.67 | 0.0015 | -0.0043 | |||
| RGLD / Royal Gold, Inc. | 0.00 | 0.00 | 0.0015 | 0.0015 | |||||
| PB / Prosperity Bancshares, Inc. | 0.00 | -34.62 | 0.00 | -40.00 | 0.0014 | -0.0017 | |||
| ARMK / Aramark | 0.00 | 0.00 | 0.0014 | 0.0014 | |||||
| WHD / Cactus, Inc. | 0.00 | -77.88 | 0.00 | -75.00 | 0.0014 | -0.0064 | |||
| ZION / Zions Bancorporation, National Association | 0.00 | -44.36 | 0.00 | -50.00 | 0.0014 | -0.0027 | |||
| BC / Brunello Cucinelli S.p.A. | 0.00 | 0.00 | 0.0014 | 0.0014 | |||||
| CMA / Comerica Incorporated | 0.00 | -50.46 | 0.00 | -57.14 | 0.0014 | -0.0034 | |||
| TFII / TFI International Inc. | 0.00 | -84.68 | 0.00 | -85.71 | 0.0014 | -0.0117 | |||
| WEX / WEX Inc. | 0.00 | -93.92 | 0.00 | -93.33 | 0.0014 | -0.0268 | |||
| HOPE / Hope Bancorp, Inc. | 0.00 | -42.74 | 0.00 | -50.00 | 0.0014 | -0.0024 | |||
| AMIGY / Admiral Group plc - Depositary Receipt (Common Stock) | 0.00 | -26.60 | 0.00 | -25.00 | 0.0014 | -0.0011 | |||
| NPI / Northland Power Inc. | 0.00 | 21.50 | 0.00 | 0.00 | 0.0014 | -0.0005 | |||
| VLY / Valley National Bancorp | 0.00 | 0.00 | 0.0014 | 0.0014 | |||||
| COIHY / Croda International Plc - Depositary Receipt (Common Stock) | 0.00 | 109.52 | 0.00 | 200.00 | 0.0014 | 0.0004 | |||
| PACW / Pacwest Bancorp | 0.00 | -71.77 | 0.00 | -75.00 | 0.0014 | -0.0062 | |||
| BUSE / First Busey Corporation | 0.00 | 44.90 | 0.00 | 50.00 | 0.0014 | 0.0000 | |||
| PFC / Premier Financial Corp. | 0.00 | 46.07 | 0.00 | 50.00 | 0.0014 | -0.0000 | |||
| GABC / German American Bancorp, Inc. | 0.00 | 327.27 | 0.00 | 0.0014 | 0.0009 | ||||
| NYCB / Flagstar Financial, Inc. | 0.00 | -78.88 | 0.00 | -81.25 | 0.0013 | -0.0086 | |||
| METSB / Metsä Board Oyj | 0.00 | 44.31 | 0.00 | 200.00 | 0.0013 | 0.0002 | |||
| APEMY / Aperam S.A. - Depositary Receipt (Common Stock) | 0.00 | 131.91 | 0.00 | 200.00 | 0.0013 | 0.0007 | |||
| CHGG / Chegg, Inc. | 0.00 | -38.74 | 0.00 | -25.00 | 0.0013 | -0.0015 | |||
| 8015 / Toyota Tsusho Corporation | 0.00 | -11.54 | 0.00 | 0.00 | 0.0013 | -0.0006 | |||
| ONB / Old National Bancorp | 0.00 | -84.13 | 0.00 | -84.21 | 0.0013 | -0.0107 | |||
| SRCE / 1st Source Corporation | 0.00 | 82.86 | 0.00 | 200.00 | 0.0013 | 0.0003 | |||
| CATY / Cathay General Bancorp | 0.00 | -60.48 | 0.00 | -62.50 | 0.0013 | -0.0036 | |||
| MSLOY / Mitsui O.S.K. Lines, Ltd. - Depositary Receipt (Common Stock) | 0.00 | -17.18 | 0.00 | -75.00 | 0.0013 | -0.0123 | |||
| XAE Energy Mar23 / DE (N/A) | 0.00 | -70.00 | 0.0013 | -0.0040 | |||||
| LKFN / Lakeland Financial Corporation | 0.00 | -54.90 | 0.00 | -57.14 | 0.0013 | -0.0033 | |||
| WAL / Western Alliance Bancorporation | 0.00 | -38.46 | 0.00 | -40.00 | 0.0013 | -0.0024 | |||
| AUDUSD Euro 9am Feb23P 63.5 / DFE (N/A) | 0.00 | -70.00 | 0.0013 | -0.0040 | |||||
| EFSC / Enterprise Financial Services Corp | 0.00 | -26.09 | 0.00 | -25.00 | 0.0013 | -0.0012 | |||
| SGRO / SEGRO Plc | 0.00 | -79.83 | 0.00 | -80.00 | 0.0013 | -0.0079 | |||
| WBS / Webster Financial Corporation | 0.00 | -54.55 | 0.00 | -50.00 | 0.0013 | -0.0030 | |||
| VLMTY / Valmet Oyj - Depositary Receipt (Common Stock) | 0.00 | 21.78 | 0.00 | 50.00 | 0.0013 | 0.0000 | |||
| PAAS / Pan American Silver Corp. | 0.00 | 0.00 | 0.0013 | 0.0013 | |||||
| XPG / Vend Marketplaces ASA | 0.00 | -36.40 | 0.00 | 0.00 | 0.0013 | -0.0010 | |||
| HUFVA / Hufvudstaden AB | 0.00 | 93.28 | 0.00 | 200.00 | 0.0013 | 0.0005 | |||
| VONN / Vontobel Holding AG | 0.00 | -52.88 | 0.00 | -40.00 | 0.0013 | -0.0022 | |||
| G1A / GEA Group Aktiengesellschaft | 0.00 | 27.42 | 0.00 | 50.00 | 0.0013 | 0.0000 | |||
| SCYR / Sacyr, S.A. | 0.00 | 81.16 | 0.00 | 200.00 | 0.0013 | 0.0004 | |||
| TROX / Tronox Holdings plc | 0.00 | -64.27 | 0.00 | -62.50 | 0.0013 | -0.0037 | |||
| CFR / Cullen/Frost Bankers, Inc. | 0.00 | -52.00 | 0.00 | -50.00 | 0.0013 | -0.0028 | |||
| JPFCUOIL SWAP / DE (N/A) | 0.00 | -70.00 | 0.0012 | -0.0041 | |||||
| SILVER FUTURE Mar23 / DCO (N/A) | 0.00 | -70.00 | 0.0012 | -0.0041 | |||||
| ATR / AptarGroup, Inc. | 0.00 | -34.09 | 0.00 | -25.00 | 0.0012 | -0.0013 | |||
| JUN3 / Jungheinrich Aktiengesellschaft - Preferred Stock | 0.00 | 115.38 | 0.00 | 200.00 | 0.0012 | 0.0006 | |||
| NI / NiSource Inc. | 0.00 | -18.88 | 0.00 | 0.00 | 0.0012 | -0.0010 | |||
| E-Mini Russ 2000 Mar23 / DE (N/A) | 0.00 | -70.00 | 0.0012 | -0.0041 | |||||
| DOOR / Masonite International Corporation | 0.00 | -77.06 | 0.00 | -75.00 | 0.0012 | -0.0062 | |||
| ARKAF / Arkema S.A. | 0.00 | 218.18 | 0.00 | 0.0012 | 0.0007 | ||||
| VOYA / Voya Financial, Inc. | 0.00 | -44.57 | 0.00 | -40.00 | 0.0012 | -0.0022 | |||
| MTH / Meritage Homes Corporation | 0.00 | -69.64 | 0.00 | -57.14 | 0.0012 | -0.0036 | |||
| MONY / MONY Group plc | 0.00 | 258.93 | 0.00 | 0.0012 | 0.0007 | ||||
| THG / The Hanover Insurance Group, Inc. | 0.00 | 0.00 | 0.0012 | 0.0012 | |||||
| BLSFY / BlueScope Steel Limited - Depositary Receipt (Common Stock) | 0.00 | -89.83 | 0.00 | -88.00 | 0.0012 | -0.0146 | |||
| MGR / Mirvac Group - Debt/Equity Composite Units | 0.00 | -46.77 | 0.00 | -25.00 | 0.0012 | -0.0018 | |||
| CCC / Computacenter plc | 0.00 | -8.90 | 0.00 | 0.00 | 0.0012 | -0.0007 | |||
| SE0018012635 / Wihlborgs Fastigheter AB | 0.00 | 183.33 | 0.00 | 0.0012 | 0.0007 | ||||
| TMRA / Tomra Systems ASA | 0.00 | 29.29 | 0.00 | 50.00 | 0.0012 | -0.0003 | |||
| PSPN / PSP Swiss Property AG | 0.00 | -3.70 | 0.00 | 50.00 | 0.0012 | -0.0005 | |||
| RGP / Resources Connection, Inc. | 0.00 | -37.93 | 0.00 | -25.00 | 0.0012 | -0.0018 | |||
| GL9 / Glanbia plc | 0.00 | -51.39 | 0.00 | -40.00 | 0.0012 | -0.0024 | |||
| UTG / Unite Group PLC | 0.00 | 17.95 | 0.00 | 50.00 | 0.0012 | -0.0002 | |||
| FRO / Frontline plc | 0.00 | 0.00 | 0.0012 | 0.0012 | |||||
| RTMVF / Rightmove plc | 0.00 | -79.88 | 0.00 | -76.92 | 0.0012 | -0.0069 | |||
| RKVA / Wesdome Gold Mines Ltd. | 0.00 | -66.19 | 0.00 | -70.00 | 0.0012 | -0.0055 | |||
| SPX 3909.63 AND CLH3 107.92 15 FEB 23 / DCR (N/A) | 0.00 | -70.00 | 0.0012 | -0.0042 | |||||
| US 10yr Ultra Fut Mar23 / DIR (N/A) | 0.00 | -70.00 | 0.0012 | -0.0042 | |||||
| SCA / Svenska Cellulosa Aktiebolaget SCA (publ) | 0.00 | 74.26 | 0.00 | 100.00 | 0.0012 | 0.0001 | |||
| RNW / TransAlta Renewables Inc | 0.00 | 0.00 | 0.0012 | 0.0012 | |||||
| MHO / M/I Homes, Inc. | 0.00 | -26.44 | 0.00 | -33.33 | 0.0012 | -0.0008 | |||
| FUTR / Future plc | 0.00 | -59.49 | 0.00 | -66.67 | 0.0011 | -0.0031 | |||
| BNR / Burning Rock Biotech Limited - Depositary Receipt (Common Stock) | 0.00 | 9.52 | 0.00 | 0.00 | 0.0011 | -0.0004 | |||
| TRN / Trainline plc | 0.00 | 0.00 | 0.0011 | 0.0011 | |||||
| SDV / Saab AB (publ) | 0.00 | -13.95 | 0.00 | 0.00 | 0.0011 | -0.0005 | |||
| WOSG / Watches of Switzerland Group PLC | 0.00 | 0.00 | 0.0011 | 0.0011 | |||||
| IRS PAY FIXED 2.862% 3/15/2033 / DIR (N/A) | 0.00 | -80.00 | 0.0011 | -0.0042 | |||||
| SBNY / Signature Bank | 0.00 | -61.54 | 0.00 | -77.78 | 0.0011 | -0.0049 | |||
| GN5 / Grafton Group plc | 0.00 | 83.03 | 0.00 | 100.00 | 0.0011 | 0.0004 | |||
| MDC / M.D.C. Holdings, Inc. | 0.00 | -61.44 | 0.00 | -66.67 | 0.0011 | -0.0029 | |||
| EURCHUFP DIGI 575 13/04/2023 / DFE (N/A) | 0.00 | -80.00 | 0.0011 | -0.0042 | |||||
| SPNUF / Spirent Communications plc | 0.00 | 68.77 | 0.00 | 100.00 | 0.0011 | 0.0001 | |||
| NASDAQ 100 E-MINI Mar23 / DE (N/A) | 0.00 | -80.00 | 0.0011 | -0.0042 | |||||
| QQ. / QinetiQ Group plc | 0.00 | 73.61 | 0.00 | 100.00 | 0.0011 | 0.0002 | |||
| CLZNY / Clariant AG - Depositary Receipt (Common Stock) | 0.00 | 229.63 | 0.00 | 0.0011 | 0.0006 | ||||
| CLH / Clean Harbors, Inc. | 0.00 | -62.50 | 0.00 | -71.43 | 0.0011 | -0.0033 | |||
| LME PRI ALUM FUTR Feb23 / DCO (GB00FP3QQ965) | 0.00 | 0.0011 | 0.0011 | ||||||
| TOKMAN / Tokmanni Group Oyj | 0.00 | 66.67 | 0.00 | 100.00 | 0.0011 | 0.0002 | |||
| LSI / Life Storage Inc - Registered Shares | 0.00 | 0.00 | 0.0010 | 0.0010 | |||||
| MSCI World Index Mar23 / DE (DE000C487YB5) | 0.00 | 0.0010 | 0.0010 | ||||||
| US LONG BOND(CBT) Mar23 / DIR (N/A) | 0.00 | -80.00 | 0.0010 | -0.0043 | |||||
| DRH / DiamondRock Hospitality Company | 0.00 | -31.72 | 0.00 | -33.33 | 0.0010 | -0.0011 | |||
| IRS PAY FIXED 11.907% 3/15/2026 / DIR (N/A) | 0.00 | -80.00 | 0.0010 | -0.0044 | |||||
| SHO / Sunstone Hotel Investors, Inc. | 0.00 | -33.76 | 0.00 | -33.33 | 0.0010 | -0.0013 | |||
| IRS PAY FIXED 5.929% 03/15/2026 / DIR (N/A) | 0.00 | -80.00 | 0.0010 | -0.0044 | |||||
| ENC / ENCE Energía y Celulosa, S.A. | 0.00 | 276.85 | 0.00 | 0.0010 | 0.0006 | ||||
| COSAN SA INDUSTRIA COMERCIO / DE (N/A) | 0.00 | -80.00 | 0.0009 | -0.0044 | |||||
| USDCJPYP DIGI 150 03/03/2023 / DFE (N/A) | 0.00 | -80.00 | 0.0009 | -0.0044 | |||||
| DE000C6XFNN0 / EURO STOXX 50 Volatility Index | 0.00 | 0.0009 | 0.0009 | ||||||
| GB00H15ZH328 / LME Zinc Base Metal | 0.00 | 0.0008 | 0.0008 | ||||||
| RAIZEN PN / DE (N/A) | 0.00 | -80.00 | 0.0008 | -0.0045 | |||||
| US 5YR NOTE (CBT) Mar23 / DIR (N/A) | 0.00 | -80.00 | 0.0008 | -0.0045 | |||||
| IRS PAY FIXED 4.065% 3/15/2026 / DIR (N/A) | 0.00 | -90.00 | 0.0008 | -0.0046 | |||||
| LNC / Lincoln National Corporation | 0.00 | -61.21 | 0.00 | -85.71 | 0.0008 | -0.0037 | |||
| SAO MARTINHO SA / DE (N/A) | 0.00 | -90.00 | 0.0007 | -0.0046 | |||||
| SOYBEAN OIL FUTR Mar23 / DCO (N/A) | 0.00 | -90.00 | 0.0007 | -0.0046 | |||||
| USDCNH 7.3810 AND USDBRL 5.2602 24 FEB 23 / DCR (N/A) | 0.00 | -90.00 | 0.0007 | -0.0046 | |||||
| GOLD 100 OZ FUTR Feb23 / DCO (N/A) | 0.00 | -90.00 | 0.0007 | -0.0047 | |||||
| SUGAR #11 (WORLD) Mar23 / DCO (N/A) | 0.00 | -90.00 | 0.0006 | -0.0047 | |||||
| HUF/USD FWD 20230131 / DFE (N/A) | 0.00 | -90.00 | 0.0005 | -0.0048 | |||||
| HUF/USD FWD 20230131 / DFE (N/A) | 0.00 | -90.00 | 0.0005 | -0.0048 | |||||
| S&P 500 Annl Div Dec24 / DE (N/A) | 0.00 | -90.00 | 0.0005 | -0.0048 | |||||
| IRS PAY FIXED 4.35% 04/05/2024 / DIR (N/A) | 0.00 | -100.00 | 0.0003 | -0.0050 | |||||
| MARKIT CDX.NA.IG.39 12/27 V1 (SELL PROTECTION) / DCR (N/A) | 0.00 | -100.00 | 0.0003 | -0.0050 | |||||
| CNHJPY 18.7419 AND USDJPY 137.11 17 FEB 23 / DCR (N/A) | 0.00 | -100.00 | 0.0003 | -0.0050 | |||||
| USD/ZAR FWD 20230131 / DFE (N/A) | 0.00 | -100.00 | 0.0002 | -0.0051 | |||||
| USD/ZAR FWD 20230131 / DFE (N/A) | 0.00 | -100.00 | 0.0002 | -0.0051 | |||||
| EURUSD 1.0043 AND USDCHF 0.9622 27 JAN 23 / DCR (N/A) | 0.00 | -100.00 | 0.0002 | -0.0051 | |||||
| SLC AGRICOLA SA / DE (N/A) | 0.00 | -100.00 | 0.0002 | -0.0051 | |||||
| EURCCNHP OT 8.40 09/02/2023 / DFE (N/A) | 0.00 | -100.00 | 0.0002 | -0.0052 | |||||
| COCOA FUTURE Mar23 / DCO (N/A) | 0.00 | -100.00 | 0.0001 | -0.0052 | |||||
| IRS PAY FIXED 3.228% 3/15/2026 / DIR (N/A) | 0.00 | -100.00 | 0.0001 | -0.0052 | |||||
| AUDCNZDP 1.1285 13/01/2023 / DFE (N/A) | 0.00 | -100.00 | 0.0001 | -0.0052 | |||||
| CNHJPY 19.1360 AND USDJPY 139.90 23 FEB 23 / DCR (N/A) | 0.00 | -100.00 | 0.0001 | -0.0053 | |||||
| IRS PAY FIXED 9.263% 3/15/2033 / DIR (N/A) | 0.00 | -100.00 | 0.0001 | -0.0053 | |||||
| PHP/USD FWD 20230315 / DFE (N/A) | 0.00 | -100.00 | 0.0001 | -0.0053 | |||||
| S&P500 EMINI OPTN Dec22C 4200 / DE (N/A) | 0.00 | -100.00 | 0.0001 | -0.0053 | |||||
| US30190A1043 / F&G Annuities & Life Inc | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| CGNAECOM - SWAP / DE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0053 | |||||
| NZD/USD FWD 20230104 / DFE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0053 | |||||
| USDCTRYP DIGI 23.50 06/01/2023 / DFE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0053 | |||||
| GBPPUSDC DIGI 1.10 09/01/2023 / DFE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0053 | |||||
| MOSAIC CO/THE (USD) SWAP / DE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0053 | |||||
| BRRENTD02OR7 / Localiza Rent a Car SA | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| NUTRIEN LTD (USD) SWAP / DE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0053 | |||||
| QUIMICA Y MINERA CHIL-SP ADR (US SWAP / DE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0053 | |||||
| ZOETIS INC (USD) SWAP / DE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0053 | |||||
| ECOLAB INC (USD) SWAP / DE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0053 | |||||
| GIL / Gildan Activewear Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0080 | ||||
| FMC CORP (USD) SWAP / DE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0053 | |||||
| 9766 / Konami Group Corporation | 0.00 | -100.00 | 0.00 | -100.00 | -0.0066 | ||||
| 8114 / Descente Ltd. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0023 | ||||
| SQ / Block, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0110 | ||||
| JPY/USD FWD 20230104 / DFE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0053 | |||||
| SPX 3768.64 AND CLG3 104.28 17 JAN 23 / DCR (N/A) | 0.00 | -100.00 | 0.0000 | -0.0053 | |||||
| JPFURU1 SWAP / DE (N/A) | -0.00 | -100.00 | -0.0000 | -0.0053 | |||||
| CORTEVA INC (USD) SWAP / DE (N/A) | -0.00 | -100.00 | -0.0000 | -0.0053 | |||||
| IDEXX LABORATORIES INC (USD) SWAP / DE (N/A) | -0.00 | -100.00 | -0.0000 | -0.0053 | |||||
| SX86P SWAP / DE (N/A) | -0.00 | -100.00 | -0.0000 | -0.0054 | |||||
| GB00H1K7ZS48 / LOW SU GASOIL G FEB23 IFEU 20230210 | -0.00 | -0.0000 | -0.0000 | ||||||
| NZD/USD FWD 20230131 / DFE (N/A) | -0.00 | -100.00 | -0.0001 | -0.0054 | |||||
| GBP/USD FWD 20230131 / DFE (N/A) | -0.00 | -100.00 | -0.0001 | -0.0054 | |||||
| SGXDB1036191 / MSCI Singapore Index | -0.00 | -0.0001 | -0.0001 | ||||||
| PHP/USD FWD 20230315 / DFE (N/A) | -0.00 | -100.00 | -0.0001 | -0.0054 | |||||
| S&P500 EMINI OPTN Dec22C 4300 / DE (N/A) | -0.00 | -100.00 | -0.0001 | -0.0054 | |||||
| HANG SENG IDX FUT Jan23 / DE (N/A) | -0.00 | -100.00 | -0.0001 | -0.0055 | |||||
| CHF CURRENCY FUT Mar23 / DFE (N/A) | -0.00 | -100.00 | -0.0002 | -0.0055 | |||||
| LEAN HOGS FUTURE Feb23 / DCO (N/A) | -0.00 | -100.00 | -0.0002 | -0.0055 | |||||
| IRS PAY FIXED 8.317% 3/2/2033 / DIR (N/A) | -0.00 | -100.00 | -0.0002 | -0.0056 | |||||
| SGXDB0193415 / SGX Iron Ore | -0.00 | -0.0003 | -0.0003 | ||||||
| MARKIT CDX.NA.HY.39 12/27 V1 (BUY PROTECTION) / DCR (N/A) | -0.00 | -100.00 | -0.0003 | -0.0056 | |||||
| GB00FP3QQM90 / LME Copper Base Metal | -0.00 | -0.0004 | -0.0004 | ||||||
| GSGLFPAY CUSTOM BASKET RIC .GSGLFPAY / DE (N/A) | -0.00 | -100.00 | -0.0004 | -0.0057 | |||||
| JPFUMEDA SWAP / DE (N/A) | -0.00 | -110.00 | -0.0004 | -0.0057 | |||||
| FRENX7850204 / MILL WHEAT EURO FUT MAR23 CAH3 | -0.00 | -0.0004 | -0.0004 | ||||||
| RED WHEAT FUT MGE Mar23 / DCO (N/A) | -0.00 | -110.00 | -0.0005 | -0.0058 | |||||
| COFFEE 'C' FUTURE Mar23 / DCO (N/A) | -0.00 | -110.00 | -0.0005 | -0.0058 | |||||
| MARKIT ITRX EUR XOVER 12/27 (BUY PROTECTION) / DCR (N/A) | -0.00 | -110.00 | -0.0005 | -0.0058 | |||||
| BRL/USD FWD 20230315 / DFE (N/A) | -0.00 | -110.00 | -0.0005 | -0.0058 | |||||
| CATTLE FEEDER FUT Mar23 / DCO (N/A) | -0.00 | -110.00 | -0.0005 | -0.0059 | |||||
| IRS REC FIXED 4.068% 3/15/2026 / DIR (N/A) | -0.00 | -110.00 | -0.0006 | -0.0059 | |||||
| MSCI EmgMkt Mar23 / DE (N/A) | -0.00 | -110.00 | -0.0006 | -0.0060 | |||||
| IRS PAY FIXED 0.6322% 3/15/2028 / DIR (N/A) | -0.00 | -110.00 | -0.0006 | -0.0060 | |||||
| XAU Utilities Mar23 / DE (N/A) | -0.00 | -110.00 | -0.0007 | -0.0060 | |||||
| IRS PAY FIXED 0.9302% 3/15/2033 / DIR (N/A) | -0.00 | -110.00 | -0.0007 | -0.0061 | |||||
| DKK/USD FWD 20230131 / DFE (N/A) | -0.00 | -110.00 | -0.0008 | -0.0061 | |||||
| MARKIT ITRX EUROPE 12/27 (BUY PROTECTION) / DCR (N/A) | -0.00 | -120.00 | -0.0008 | -0.0061 | |||||
| ZAD000277697 / FTSE/JSE Top 40 Index | -0.00 | -0.0008 | -0.0008 | ||||||
| ES0B00106806 / IBEX 35 INDX FUTR Jan23 | -0.00 | -0.0008 | -0.0008 | ||||||
| SK INNOVATION CO LTD / DE (N/A) | -0.00 | -120.00 | -0.0009 | -0.0062 | |||||
| NORWEGIAN KRONE Mar23 / DFE (N/A) | -0.00 | -120.00 | -0.0009 | -0.0063 | |||||
| HSCEI Futures Jan23 / DE (N/A) | -0.00 | -120.00 | -0.0009 | -0.0063 | |||||
| IRS PAY FIXED 2.255% 3/15/2028 / DIR (N/A) | -0.00 | -120.00 | -0.0010 | -0.0063 | |||||
| CANOLA FUTR (WCE) Mar23 / DCO (N/A) | -0.00 | -120.00 | -0.0011 | -0.0064 | |||||
| GB00H15ZH096 / LME Lead Base Metal | -0.00 | -0.0011 | -0.0011 | ||||||
| JPY/USD FWD 20230104 / DFE (N/A) | -0.00 | -130.00 | -0.0012 | -0.0066 | |||||
| COTTON NO.2 FUTR Mar23 / DCO (N/A) | -0.00 | -130.00 | -0.0012 | -0.0066 | |||||
| CORN FUTURE Mar23 / DCO (N/A) | -0.00 | -140.00 | -0.0016 | -0.0070 | |||||
| NEW ZEALAND $ FUT Mar23 / DFE (N/A) | -0.00 | -140.00 | -0.0019 | -0.0073 | |||||
| TRY/USD FWD 20230315 / DFE (N/A) | -0.01 | -150.00 | -0.0020 | -0.0073 | |||||
| MS / Morgan Stanley | -0.01 | -183.33 | -0.0021 | -0.0047 | |||||
| BCIIACTM SWAP (BARCLAYS) / DE (N/A) | -0.01 | -150.00 | -0.0022 | -0.0075 | |||||
| MS / Morgan Stanley | -0.01 | -141.67 | -0.0023 | -0.0072 | |||||
| IRS PAY FIXED 4.413% 04/14/2024 / DIR (N/A) | -0.01 | -160.00 | -0.0024 | -0.0077 | |||||
| IRS REC FIXED 3.651% 3/15/2033 / DIR (N/A) | -0.01 | -160.00 | -0.0025 | -0.0078 | |||||
| S&P 500 Annl Div Dec25 / DE (N/A) | -0.01 | -160.00 | -0.0025 | -0.0078 | |||||
| US 2YR NOTE (CBT) Mar23 / DIR (N/A) | -0.01 | -160.00 | -0.0027 | -0.0080 | |||||
| IRS REC FIXED 5.443% 03/15/2033 / DIR (N/A) | -0.01 | -180.00 | -0.0034 | -0.0087 | |||||
| JPFUOMED SWAP / DE (N/A) | -0.01 | -180.00 | -0.0035 | -0.0088 | |||||
| JPTAOBRL SWAP / DE (N/A) | -0.01 | -190.00 | -0.0035 | -0.0088 | |||||
| IRS REC FIXED 3.0722% 03/15/2028 / DIR (N/A) | -0.01 | -190.00 | -0.0035 | -0.0089 | |||||
| S&P 500 UTILITIES INDEX SWAP (JPM) / DE (N/A) | -0.01 | -190.00 | -0.0037 | -0.0090 | |||||
| CBOE VOL CLL OPT 01/23 36 / DE (N/A) | -0.01 | -190.00 | -0.0037 | -0.0090 | |||||
| HG COPPER FUT OPT Feb23C 430 / DCO (N/A) | -0.01 | -190.00 | -0.0038 | -0.0091 | |||||
| FTSE 250 Index FU Mar23 / DE (GB00K0S0MJ58) | -0.01 | -0.0041 | -0.0041 | ||||||
| BCIIBATM SWAP / DE (N/A) | -0.01 | -200.00 | -0.0043 | -0.0096 | |||||
| SPI 200 FUTURES Mar23 / DE (N/A) | -0.01 | -210.00 | -0.0044 | -0.0097 | |||||
| EUR/USD FWD 20230131 / DFE (N/A) | -0.01 | -210.00 | -0.0044 | -0.0097 | |||||
| NLICE1584859 / ECX EMISSION DEC23 NDEX 20231218 | -0.01 | -0.0045 | -0.0045 | ||||||
| KRW/USD FWD 20230315 / DFE (N/A) | -0.01 | -210.00 | -0.0046 | -0.0099 | |||||
| KRW/USD FWD 20230315 / DFE (N/A) | -0.01 | -210.00 | -0.0046 | -0.0099 | |||||
| IT0019454575 / FTSE/MIB IDX FUT Mar23 | -0.01 | -0.0047 | -0.0047 | ||||||
| IRS PAY FIXED 4.205% 06/22/2024 / DIR (N/A) | -0.01 | -230.00 | -0.0051 | -0.0104 | |||||
| SE0018786386 / OMX Stockholm 30 Index | -0.01 | -0.0057 | -0.0057 | ||||||
| IRS PAY FIXED 4.19% 06/22/2024 / DIR (N/A) | -0.02 | -250.00 | -0.0060 | -0.0113 | |||||
| CBOE VOL CLL OPT 01/23 30 / DE (N/A) | -0.02 | -260.00 | -0.0065 | -0.0119 | |||||
| IRS PAY FIXED 4.07% 05/13/2024 / DIR (N/A) | -0.02 | -260.00 | -0.0066 | -0.0119 | |||||
| GSGLPHRE CUSTOM BASKET RIC .GSGLPHRE / DE (N/A) | -0.02 | -270.00 | -0.0069 | -0.0123 | |||||
| JPY/USD FWD 20230131 / DFE (N/A) | -0.02 | -280.00 | -0.0071 | -0.0124 | |||||
| PLASTICS BASKET-TRS / DE (N/A) | -0.02 | -300.00 | -0.0080 | -0.0134 | |||||
| NLEN08700648 / AMSTERDAM IDX FUT Jan23 | -0.02 | -0.0085 | -0.0085 | ||||||
| CBOE VOL CLL OPT 01/23 28 / DE (N/A) | -0.02 | -320.00 | -0.0087 | -0.0140 | |||||
| CBOE VIX FUTURE Jan23 / DE (N/A) | -0.02 | -330.00 | -0.0090 | -0.0144 | |||||
| EURO FX CURR FUT Mar23 / DFE (N/A) | -0.03 | -350.00 | -0.0101 | -0.0154 | |||||
| HG COPPER FUT OPT Feb23P 350 / DCO (N/A) | -0.03 | -360.00 | -0.0103 | -0.0156 | |||||
| IRS PAY FIXED 2.945% 9/23/2024 / DIR (N/A) | -0.03 | -360.00 | -0.0105 | -0.0158 | |||||
| S&P/TSX 60 IX FUT Mar23 / DE (N/A) | -0.03 | -370.00 | -0.0109 | -0.0162 | |||||
| IRS REC FIXED 3.105000% 08/15/2027 / DIR (N/A) | -0.03 | -390.00 | -0.0114 | -0.0167 | |||||
| JPFUNOI1 SWAP / DE (N/A) | -0.03 | -410.00 | -0.0121 | -0.0174 | |||||
| FREN08700626 / CAC40 10 EURO FUT Jan23 | -0.03 | -0.0125 | -0.0125 | ||||||
| CBOE VOL CLL OPT 01/23 26 / DE (N/A) | -0.03 | -420.00 | -0.0125 | -0.0178 | |||||
| IRS REC FIXED 2.9812% 3/15/2025 / DIR (N/A) | -0.03 | -420.00 | -0.0129 | -0.0182 | |||||
| JPFUSOEC SWAP / DE (N/A) | -0.03 | -430.00 | -0.0130 | -0.0183 | |||||
| SX5E DIVIDEND OPT Dec23C 130 / DE (DE000C0E6XC1) | -0.03 | 43.48 | -0.0131 | 0.0056 | |||||
| CLP/USD FWD 20230315 / DFE (N/A) | -0.03 | -440.00 | -0.0133 | -0.0186 | |||||
| CLP/USD FWD 20230315 / DFE (N/A) | -0.03 | -440.00 | -0.0133 | -0.0186 | |||||
| COPPER FUTURE Mar23 / DCO (N/A) | -0.03 | -440.00 | -0.0134 | -0.0187 | |||||
| DE000F5UNRW1 / SX5E Dividend Fut Dec25 | -0.03 | -145.95 | -0.0135 | -0.0590 | |||||
| IRS REC FIXED 5.071% 03/15/2025 / DIR (N/A) | -0.04 | -450.00 | -0.0137 | -0.0190 | |||||
| BRL/USD FWD 20230315 / DFE (N/A) | -0.04 | -450.00 | -0.0138 | -0.0191 | |||||
| CBOE VOL PUT OPT 01/23 22 / DE (N/A) | -0.04 | -450.00 | -0.0140 | -0.0193 | |||||
| PLN/USD FWD 20230131 / DFE (N/A) | -0.04 | -460.00 | -0.0142 | -0.0195 | |||||
| PLN/USD FWD 20230131 / DFE (N/A) | -0.04 | -460.00 | -0.0142 | -0.0195 | |||||
| IRS REC FIXED 2.684% 03/15/2028 / DIR (N/A) | -0.04 | -490.00 | -0.0153 | -0.0207 | |||||
| IRS REC FIXED 4.335% 3/15/2025 / DIR (N/A) | -0.04 | -500.00 | -0.0157 | -0.0210 | |||||
| DE000C6LWM17 / Mini-DAX Index | -0.04 | -0.0158 | -0.0158 | ||||||
| SGD/USD FWD 20230131 / DFE (N/A) | -0.04 | -540.00 | -0.0173 | -0.0227 | |||||
| SGD/USD FWD 20230131 / DFE (N/A) | -0.04 | -540.00 | -0.0173 | -0.0227 | |||||
| EURCUSDP 1.1000 01/06/2023 / DFE (N/A) | -0.05 | -560.00 | -0.0181 | -0.0235 | |||||
| AUDUSD Crncy Fut Mar23 / DFE (N/A) | -0.05 | -600.00 | -0.0197 | -0.0250 | |||||
| KR4167T30000 / Korea 10 Year Bond | -0.05 | -0.0198 | -0.0198 | ||||||
| IRS PAY FIXED 4.44% 05/06/2024 / DIR (N/A) | -0.05 | -610.00 | -0.0201 | -0.0254 | |||||
| DE000F4ZCK95 / SX5E Dividend Fut Dec24 | -0.05 | -200.00 | -0.0210 | -0.0540 | |||||
| CBOE VOL PUT OPT 01/23 23 / DE (N/A) | -0.06 | -690.00 | -0.0231 | -0.0285 | |||||
| GB00K0S0MK63 / FTSE 100 Index | -0.06 | -0.0236 | -0.0236 | ||||||
| EUR/PLN FWD 20230131 / DFE (N/A) | -0.07 | -840.00 | -0.0292 | -0.0346 | |||||
| EUR/PLN FWD 20230131 / DFE (N/A) | -0.07 | -840.00 | -0.0292 | -0.0346 | |||||
| CBOE VOL PUT OPT 01/23 24 / DE (N/A) | -0.09 | -970.00 | -0.0343 | -0.0396 | |||||
| GB00FP3QQL83 / LME Copper Base Metal | -0.09 | -0.0366 | -0.0366 | ||||||
| TWD/USD FWD 20230315 / DFE (N/A) | -0.10 | -1,070.00 | -0.0380 | -0.0433 | |||||
| IRS PAY FIXED 4.2833% 06/22/2024 / DIR (N/A) | -0.10 | -1,080.00 | -0.0386 | -0.0439 | |||||
| IRS PAY FIXED 2.9430000% 09/02/2027 / DIR (N/A) | -0.12 | -1,300.00 | -0.0471 | -0.0524 | |||||
| NIKKEI 225 MINI Mar23 / DE (N/A) | -0.18 | -1,920.00 | -0.0712 | -0.0765 | |||||
| DE000C58X581 / EURO STOXX 50 Index | -0.21 | -0.0826 | -0.0826 | ||||||
| MSFDRUS / DE (N/A) | -0.22 | -2,320.00 | -0.0869 | -0.0923 | |||||
| DE000C6YTCM4 / EURO-BUND FUTURE MAR23 XEUR 20230308 | -0.23 | -0.0906 | -0.0906 | ||||||
| CRUDE OIL OPT IPE Dec23P 60 / DCO (GB00H1HY6F24) | -0.24 | -0.0952 | -0.0952 | ||||||
| CNH/USD FWD 20230131 / DFE (N/A) | -0.25 | -2,550.00 | -0.0956 | -0.1009 | |||||
| S&P500 EMINI FUT Mar23 / DE (N/A) | -0.80 | -8,100.00 | -0.3123 | -0.3176 |
